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The case where the system dynamics are described by a set of linear differential equations and the cost is described by a quadratic function is called the LQ problem. One of the main results in the theory is that the solution is provided by the linear–quadratic regulator (LQR), a feedback controller whose equations are given below.
Linear-quadratic regulator rapidly exploring random tree (LQR-RRT) is a sampling based algorithm for kinodynamic planning. A solver is producing random actions which are forming a funnel in the state space. The generated tree is the action sequence which fulfills the cost function.
The Kalman filter, the linear-quadratic regulator, and the linear–quadratic–Gaussian controller are solutions to what arguably are the most fundamental problems of control theory. In most applications, the internal state is much larger (has more degrees of freedom ) than the few "observable" parameters which are measured.
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The algebraic Riccati equation determines the solution of the infinite-horizon time-invariant Linear-Quadratic Regulator problem (LQR) as well as that of the infinite horizon time-invariant Linear-Quadratic-Gaussian control problem (LQG). These are two of the most fundamental problems in control theory.
MOSEK is a software package for the solution of linear, mixed-integer linear, quadratic, mixed-integer quadratic, quadratically constrained, conic and convex nonlinear mathematical optimization problems. The applicability of the solver varies widely and is commonly used for solving problems in areas such as engineering, finance and computer ...
This control law which is known as the LQG controller, is unique and it is simply a combination of a Kalman filter (a linear–quadratic state estimator (LQE)) together with a linear–quadratic regulator (LQR). The separation principle states that the state estimator and the state feedback can be designed independently.
A particular form of the LQ problem that arises in many control system problems is that of the linear quadratic regulator (LQR) where all of the matrices (i.e., , , , and ) are constant, the initial time is arbitrarily set to zero, and the terminal time is taken in the limit (this last assumption is what is known as infinite horizon). The LQR ...